The common expected For BI M 5. F BEO +00 SMS A pension fund manager is considering the mutual funds. The first is a stock fond, the second is a long term government and components, and the money market fund that yields a sure rate of 5.5%. The probability aptributions of the risky funds Expected Return tandard win Stock fund (5) 15% 32% Bond fund 0% 23% The correlation between the fund returns is 0.15 What is the expected return and standard deviation for the minimum variance portfolio of the two risky funds? For the toolbar.press ALT-F10 PO O ALTAFN+F30 BIVS Paragraph Arial Opt E 2 2 x X3 112 A 3) D MacBook Air 3 w BA 7 8 N CO 6 4 E 5 2 3 wan o T U